code/methods/_vendored/CHANGES.md

Vendored libraries — local patches

This file enumerates every local modification on top of the upstream methods/_vendored/{tslib,moderntcn}/ source. Per plan §7b #6, additions must be appended (not silently merged) so the diff against upstream is auditable.

Source revisions:

• tslib/ — https://github.com/thuml/Time-Series-Library (main; MIT — see LICENSE-tslib)
• moderntcn/ — https://github.com/luodhhh/ModernTCN (main; MIT — see LICENSE-moderntcn)

License note: Plan §7 lists ModernTCN as Apache 2.0; verification against the upstream LICENSE file (fetched 2026-05-04) confirms it is MIT. The MIT text is reproduced verbatim under LICENSE-moderntcn.

Patches in methods/_vendored/

TSLib (tslib/)

No source-level patches. The vendored snapshot is byte-identical to the upstream models/{DLinear,iTransformer,PatchTST}.py and the supporting layers/. The Method-contract glue — namespace-style configs, (B, L, F) input shape, target-variate selection — lives in methods/sequence.py inside the _TSLibWrapper class (a thin nn.Module adapter, not a modification to the vendored source).

ModernTCN (moderntcn/)

No source-level patches. The vendored snapshot is byte-identical to the upstream models/{ModernTCN,ModernTCN_Layer}.py and layers/RevIN.py. The Method-contract glue lives in methods/sequence.py inside the _ModernTCNWrapper class (same pattern as _TSLibWrapper; constructs the four-stage dims/dw_dims lists ModernTCN expects even when only one stage is in use).

Patches that live outside methods/_vendored/ (referenced for completeness)

These patches operate against installed Python packages — not vendored source — but are documented here because they are part of the same "local modifications to upstream behaviour" surface the auditor cares about.

Moirai2 — gluonts 0.16 forward-shape wrap

• Where: methods/tsfm.py
• What: Wraps Moirai2Forecast.forward so it returns ((preds.transpose(1, 2),), None, None), the shape gluonts==0.16.QuantileForecastGenerator expects.
• Why: uni2ts ships a forward signature aligned with gluonts < 0.16; the runtime crash this papers over is a pure interface mismatch, not a semantic change.
• Idempotency: guarded by the _macrolens_gluonts016_wrap_applied sentinel attribute on the Moirai2Forecast class so repeated method instantiations do not stack wrappers.

Sundial — not vendored, removed from the panel

• transformers >= 4.45 is incompatible with the upstream Sundial checkpoint's custom forward; rather than maintain a deeper patch we removed Sundial from experiments/panel.py (see comment there).
• This entry is preserved as a trail for future re-evaluation against a newer upstream release.

Method-contract wrappers (not modifications, but worth documenting)

• _TSLibWrapper — methods/sequence.py. Thin nn.Module adapter exposing the vendored TSLib models via the unified Method contract. Accepts (B, L, F) and emits the target variate at index self.target_idx (close price column for T1; index 0 for T4).
• _ModernTCNWrapper — methods/sequence.py. Same pattern for the vendored ModernTCN model. Constructs the four-stage dims and dw_dims lists ModernTCN expects even when only one stage is in active use.

Append-only log

Future patches MUST be appended below this header (with date and a one- line rationale). Silent merges into the sections above are prohibited by plan §7b #6.

2026-05-05 — ITFormer (itformer/) — adapter for authors' CLI

Added methods/_vendored/itformer/ with two files:

• __init__.py — re-exports ITFormerEngine.
• engine.py — Pythonic wrapper that drives the authors' inference.py CLI verbatim. Locates an existing clone at baselines/_vendor/itformer/ (preferred; legacy clone, 3.5 MB) or methods/_vendored/itformer/upstream/ (clones on demand). No source-level patches to the upstream tree — it is invoked as an opaque CLI per the authors' accelerate launch ... inference.py --config ... --model_checkpoint ... recipe.

Source revision:

• Upstream URL: https://github.com/Pandalin98/ITFormer-ICML25 (main, MIT — see upstream LICENSE). Verified against https://huggingface.co/Pandalin98/ITFormer-ICML25 model card on 2026-05-05.

The Method-contract glue lives in methods/llm_ts_reason.py::ITFormer (per-task _predict_* overrides that batch all prompts into one HDF5+JSONL+YAML triple, subprocess-call inference.py once, and route each generated prediction string through the same parsers the chat-complete path uses). Documented protocol mismatch (zero-padded time-series prefix for non-T1 tasks; all prompts tagged stage='1') is disclosed in DRAFT.md Family 6 and in the ITFormer class docstring.